+53.2%
HAL vs RBA
+46.2%
+7.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +2.6% | -0.5% | +3.2% | +2.7% |
| 30D | -0.1% | +6.8% | -6.9% | -1.6% |
| 3M | -1.1% | +9.5% | -10.6% | -3.3% |
| 6M | -20.7% | -8.2% | -12.5% | -20.1% |
| YTD | +17.5% | -7.7% | +25.3% | +17.5% |
| 1Y | +24.1% | -6.9% | +31.0% | +23.8% |
| 3Y | -8.4% | +61.6% | -70.0% | -19.9% |
| 5Y | +53.2% | +44.7% | +8.5% | +51.3% |
| All | +53.2% | +46.2% | +7.0% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling